Wednesday, 5 June 2013

DERIVATIVES MARKET,June 5th, 2013

• Nifty June futures (near future) rose up against the spot index with 12.90 point premium; it however witnessed 0.39 mn decrease in open interest.
• Put Call Ratio (open interest) remained unchanged at 0.98 on June 4.
• Nifty 6100 June Call strike continued to witness the highest open interest.
• Nifty 5900 June Put strike continued to witness the highest open interest.
• India VIX (volatility index based on the Nifty 50 Index Option prices) fell from 17.29% on June 03 to 17.26% on June 4.

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